-16.5%
Z vs MTCH
+47.1%
-63.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | +0.8% | +6.7% | -5.8% | -2.0% |
| 30D | +5.2% | -1.8% | +7.0% | +6.1% |
| 3M | -17.0% | +12.2% | -29.3% | -20.7% |
| 6M | -22.7% | +16.6% | -39.3% | -27.0% |
| YTD | -56.3% | +31.8% | -88.2% | -60.5% |
| 1Y | -57.7% | +30.8% | -88.5% | -61.6% |
| 3Y | -16.5% | +49.6% | -66.2% | -39.2% |
| All | -16.5% | +47.1% | -63.6% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling